Stochastic analysis, filtering, and ...
Yin, George.

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  • Stochastic analysis, filtering, and stochastic optimization = a commemorative volume to honor Mark H.A. Davis's contributions /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic analysis, filtering, and stochastic optimization/ edited by George Yin, Thaleia Zariphopoulou.
    其他題名: a commemorative volume to honor Mark H.A. Davis's contributions /
    其他作者: Yin, George.
    出版者: Cham :Springer International Publishing : : 2022.,
    面頁冊數: xxvii, 466 p. :ill., digital ;24 cm.
    內容註: Control in Hilbert Space and First-Order Mean Field Type Problem (A. Bensoussan) -- Risk-Sensitive Markov Decision Problems under Model Uncertainty: Finite Time Horizon Case (R. Bielecki) -- Optimal Control of Piecewise Deterministic Markov Processes (F. Dufour) -- Pathwise Approximations for the Solution of the Non-Linear Filtering Problem (D. Crisan) -- Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution (H. Pham) -- Estimating the Matthew Effects: Switching Pareto Dynamics (J. Elliott) -- Optimal Couplings on Wiener Space and An Extension of Talagrand's Transport Inequality (F¨ollmer) -- Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Yu Zhou) -- N-Player and Mean-Field Games in Ito-Diffusion Markets with Competitive or Homophilous Interaction (T. Zariphopoulou) -- A Variational Characterization of Langevin-Smoluchowski Diffusions (H. Xing) -- Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality (B. Tschiderer) -- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability I (J. Swanson) -- Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability II (J. Swanson) -- Maximally Distributed Random Fields under Sublinear Expectation (S. Peng) -- Pairs Trading under Geometric Brownian Motion Models (Q. Zhang) -- Equilibrium Model of Limit Order Books: A Mean-Field Game View (J. Ma) -- Bounded Regret for Finitely Parameterized Multi-Armed Bandits (P. Varaiya) -- Developing the Path Signature Methodology and Its Application to Landmark-Based Human Action Recognition (T. Lyons)
    Contained By: Springer Nature eBook
    標題: Stochastic analysis. -
    電子資源: https://doi.org/10.1007/978-3-030-98519-6
    ISBN: 9783030985196
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W9442575 電子資源 11.線上閱覽_V 電子書 EB QA274.2 .S76 2022 一般使用(Normal) 在架 0
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